Suppose $a$ is a generator. Obviously, $a$ and $n$ must be relatively prime. By Euler's theorem, $a^{\phi(n)} \equiv a^{(p-1)(q-1)} \equiv 1 \mod n$, so the order of $a$ is at most $(p-1)(q-1)$, which is strictly less than $n-1$. Thus, $|\langle a \rangle| < |\mathbb{Z}^*_n|$, and we have a contradiction. So $\mathbb{Z}^*_n$ is not cyclic.

Scratch that. Haha. Thanks, amr. I was using the wrong order for $\mathbb{Z}^*_n$.

Requiring $(Z_n)^* $ to be cyclic is the same as requiring there to be a "primitive root" mod $n$. It is known that the $n$ for which there are primitive roots are $2,4,p^k,2p^k$ where $p$ is an odd prime. So your assumption of two different primes greater than 2 does not fall under one of these cases where there is a primitive root.

Of course this is only quoting a known result, and not directly showing what the question asked, but a look ath the primitive root topic in number theory might be helpful to the OP.